+174.9%
NVS vs UDR
+47.2%
+127.7%
-26.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.1% | -0.2% | -0.2% |
| 7D | -14.3% | -3.5% | -10.8% | -13.5% |
| 30D | -10.0% | -5.3% | -4.6% | -8.7% |
| 3M | -10.9% | -9.5% | -1.4% | -8.7% |
| 6M | -12.0% | -0.7% | -11.3% | -11.9% |
| YTD | +2.5% | -1.2% | +3.7% | +2.6% |
| 1Y | +10.7% | -5.7% | +16.4% | +12.0% |
| 3Y | +53.3% | +3.7% | +49.6% | +50.6% |
| 5Y | +93.6% | -18.9% | +112.5% | +99.0% |
| All | +174.9% | +47.2% | +127.7% | +152.0% |
Cumulative growth
Daily Returns
Daily percentage return beside UDR.
Daily Out/Under-Performance
Portfolio return minus UDR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × UDR return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded UDR wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling